Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2615Ticks modelled80197Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1303.93Gross profit1827.38Gross loss-523.45
Profit factor3.49Expected payoff26.61
Absolute drawdown41.82Maximal drawdown384.97 (3.63%)Relative drawdown3.63% (384.97)
Total trades49Short positions (won %)31 (77.42%)Long positions (won %)18 (72.22%)
Profit trades (% of total)37 (75.51%)Loss trades (% of total)12 (24.49%)
Largestprofit trade86.07loss trade-79.80
Averageprofit trade49.39loss trade-43.62
Maximumconsecutive wins (profit in money)10 (518.72)consecutive losses (loss in money)5 (-262.45)
Maximalconsecutive profit (count of wins)518.72 (10)consecutive loss (count of losses)-262.45 (5)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.07 16:00sell10.101.944890.000000.00000
22022.06.07 16:00modify10.101.944891.957891.93089
32022.06.07 18:40sell20.101.939820.000000.00000
42022.06.07 18:40modify20.101.939821.944191.93089
52022.06.07 18:40modify10.101.944891.944191.93089
62022.06.08 03:30s/l10.101.944191.944191.930894.3410004.34
72022.06.08 03:30s/l20.101.944191.944191.93089-26.789977.55
82022.08.04 12:00buy30.101.921120.000000.00000
92022.08.04 12:00modify30.101.921121.908121.93512
102022.08.04 14:35buy40.101.926240.000000.00000
112022.08.04 14:35modify40.101.926241.921821.93512
122022.08.04 14:35modify30.101.921121.921821.93512
132022.08.04 16:10buy50.101.928280.000000.00000
142022.08.04 16:10modify50.101.928281.925321.93512
152022.08.04 16:10modify40.101.926241.925321.93512
162022.08.04 16:10modify30.101.921121.925321.93512
172022.08.04 20:40buy60.101.931660.000000.00000
182022.08.04 20:40modify60.101.931661.926021.93512
192022.08.04 20:40modify50.101.928281.926021.93512
202022.08.04 20:40modify40.101.926241.926021.93512
212022.08.04 20:40modify30.101.921121.926021.93512
222022.08.05 18:40t/p30.101.935121.926021.9351285.1810062.73
232022.08.05 18:40t/p40.101.935121.926021.9351253.8910116.62
242022.08.05 18:40t/p50.101.935121.926021.9351241.4310158.05
252022.08.05 18:40t/p60.101.935121.926021.9351220.7810178.83
262022.08.11 12:00buy70.101.897110.000000.00000
272022.08.11 12:00modify70.101.897111.884111.91111
282022.08.12 10:05s/l70.101.884111.884111.91111-79.7910099.04
292022.08.12 16:00buy80.101.885020.000000.00000
302022.08.12 16:00modify80.101.885021.872021.89902
312022.08.15 06:40buy90.101.890130.000000.00000
322022.08.15 06:40modify90.101.890131.885721.89902
332022.08.15 06:40modify80.101.885021.885721.89902
342022.08.15 08:40buy100.101.895570.000000.00000
352022.08.15 08:40modify100.101.895571.889921.89902
362022.08.15 08:40modify90.101.890131.889921.89902
372022.08.15 08:40modify80.101.885021.889921.89902
382022.08.15 11:15t/p80.101.899021.889921.8990285.1810184.22
392022.08.15 11:15t/p90.101.899021.889921.8990254.3210238.54
402022.08.15 11:15t/p100.101.899021.889921.8990221.0810259.62
412022.08.16 16:00sell110.101.907940.000000.00000
422022.08.16 16:00modify110.101.907941.920941.89394
432022.08.17 10:40s/l110.101.920941.920941.89394-79.7610179.86
442022.08.17 12:00sell120.101.920390.000000.00000
452022.08.17 12:00modify120.101.920391.933391.90639
462022.08.18 11:59sell130.101.913270.000000.00000
472022.08.18 11:59modify130.101.913271.916191.90639
482022.08.18 11:59modify120.101.920391.916191.90639
492022.08.18 15:59sell140.101.909720.000000.00000
502022.08.18 15:59modify140.101.909721.915491.90639
512022.08.18 15:59modify130.101.913271.915491.90639
522022.08.18 15:59modify120.101.920391.915491.90639
532022.08.18 19:20t/p120.101.906391.915491.9063986.0410265.90
542022.08.18 19:20t/p130.101.906391.915491.9063942.2310308.13
552022.08.18 19:20t/p140.101.906391.915491.9063920.4410328.57
562022.09.14 12:00sell150.101.929610.000000.00000
572022.09.14 12:00modify150.101.929611.942611.91561
582022.09.14 15:50sell160.101.922480.000000.00000
592022.09.14 15:50modify160.101.922481.925411.91561
602022.09.14 15:50modify150.101.929611.925411.91561
612022.09.15 02:45sell170.101.918880.000000.00000
622022.09.15 02:45modify170.101.918881.924711.91561
632022.09.15 02:45modify160.101.922481.924711.91561
642022.09.15 02:45modify150.101.929611.924711.91561
652022.09.15 13:40t/p150.101.915611.924711.9156186.0410414.60
662022.09.15 13:40t/p160.101.915611.924711.9156142.2810456.88
672022.09.15 13:40t/p170.101.915611.924711.9156120.0710476.95
682022.09.20 12:00sell180.101.935910.000000.00000
692022.09.20 12:00modify180.101.935911.948911.92191
702022.09.20 15:30sell190.101.930980.000000.00000
712022.09.20 15:30modify190.101.930981.935211.92191
722022.09.20 15:30modify180.101.935911.935211.92191
732022.09.20 16:40sell200.101.928610.000000.00000
742022.09.20 16:40modify200.101.928611.931711.92191
752022.09.20 16:40modify190.101.930981.931711.92191
762022.09.20 16:40modify180.101.935911.931711.92191
772022.09.21 04:30s/l180.101.931711.931711.9219125.8210502.77
782022.09.21 04:30s/l190.101.931711.931711.92191-4.4410498.33
792022.09.21 04:30s/l200.101.931711.931711.92191-18.9810479.34
802022.09.23 12:00buy210.101.910170.000000.00000
812022.09.23 12:00modify210.101.910171.897171.92417
822022.09.23 14:30s/l210.101.897171.897171.92417-79.4310399.91
832022.10.13 12:00sell220.102.000470.000000.00000
842022.10.13 12:00modify220.102.000472.013471.98647
852022.10.13 12:30s/l220.102.013472.013471.98647-79.8010320.11
862022.11.03 16:00buy230.101.935620.000000.00000
872022.11.03 16:00modify230.101.935621.922621.94962
882022.11.04 11:20s/l230.101.922621.922621.94962-79.7910240.32
892023.01.19 12:00sell240.101.935360.000000.00000
902023.01.19 12:00modify240.101.935361.948361.92136
912023.01.20 02:30sell250.101.930380.000000.00000
922023.01.20 02:30modify250.101.930381.934661.92136
932023.01.20 02:30modify240.101.935361.934661.92136
942023.01.20 06:50sell260.101.928210.000000.00000
952023.01.20 06:50modify260.101.928211.931161.92136
962023.01.20 06:50modify250.101.930381.931161.92136
972023.01.20 06:50modify240.101.935361.931161.92136
982023.01.20 08:40t/p240.101.921361.931161.9213685.9710326.29
992023.01.20 08:40t/p250.101.921361.931161.9213655.3610381.65
1002023.01.20 08:40t/p260.101.921361.931161.9213642.0410423.69
1012023.01.24 16:00buy270.101.894040.000000.00000
1022023.01.24 16:00modify270.101.894041.881041.90804
1032023.01.24 21:15buy280.101.898980.000000.00000
1042023.01.24 21:15modify280.101.898981.894741.90804
1052023.01.24 21:15modify270.101.894041.894741.90804
1062023.01.24 21:30s/l270.101.894741.894741.908044.2810427.97
1072023.01.24 21:30s/l280.101.894741.894741.90804-25.9110402.06
1082023.02.02 16:00buy290.101.888610.000000.00000
1092023.02.02 16:00modify290.101.888611.875611.90261
1102023.02.03 11:30buy300.101.893690.000000.00000
1112023.02.03 11:30modify300.101.893691.889311.90261
1122023.02.03 11:30modify290.101.888611.889311.90261
1132023.02.03 13:05s/l290.101.889311.889311.902613.9110405.97
1142023.02.03 13:05s/l300.101.889311.889311.90261-26.7710379.20
1152023.02.06 16:00sell310.101.913380.000000.00000
1162023.02.06 16:00modify310.101.913381.926381.89938
1172023.02.06 21:30sell320.101.906360.000000.00000
1182023.02.06 21:30modify320.101.906361.909181.89938
1192023.02.06 21:30modify310.101.913381.909181.89938
1202023.02.07 02:50sell330.101.902780.000000.00000
1212023.02.07 02:50modify330.101.902781.908481.89938
1222023.02.07 02:50modify320.101.906361.908481.89938
1232023.02.07 02:50modify310.101.913381.908481.89938
1242023.02.07 09:53t/p310.101.899381.908481.8993885.9810465.17
1252023.02.07 09:53t/p320.101.899381.908481.8993842.8910508.06
1262023.02.07 09:53t/p330.101.899381.908481.8993820.8710528.93
1272023.02.21 16:00sell340.101.947270.000000.00000
1282023.02.21 16:00modify340.101.947271.960271.93327
1292023.02.22 07:25sell350.101.942170.000000.00000
1302023.02.22 07:25modify350.101.942171.946571.93327
1312023.02.22 07:25modify340.101.947271.946571.93327
1322023.02.22 13:25sell360.101.940070.000000.00000
1332023.02.22 13:25modify360.101.940071.943071.93327
1342023.02.22 13:25modify350.101.942171.943071.93327
1352023.02.22 13:25modify340.101.947271.943071.93327
1362023.02.22 16:10sell370.101.936550.000000.00000
1372023.02.22 16:10modify370.101.936551.942371.93327
1382023.02.22 16:10modify360.101.940071.942371.93327
1392023.02.22 16:10modify350.101.942171.942371.93327
1402023.02.22 16:10modify340.101.947271.942371.93327
1412023.02.23 01:30t/p340.101.933271.942371.9332786.0710615.01
1422023.02.23 01:30t/p350.101.933271.942371.9332754.7410669.74
1432023.02.23 01:30t/p360.101.933271.942371.9332741.8510711.59
1442023.02.23 01:30t/p370.101.933271.942371.9332720.2410731.83
1452023.02.28 12:00sell380.101.963380.000000.00000
1462023.02.28 12:00modify380.101.963381.976381.94938
1472023.02.28 15:30sell390.101.958240.000000.00000
1482023.02.28 15:30modify390.101.958241.962681.94938
1492023.02.28 15:30modify380.101.963381.962681.94938
1502023.02.28 17:40t/p380.101.949381.962681.9493885.9310817.76
1512023.02.28 17:40t/p390.101.949381.962681.9493854.3810872.14
1522023.03.10 12:00sell400.101.961420.000000.00000
1532023.03.10 12:00modify400.101.961421.974421.94742
1542023.03.10 13:30sell410.101.956450.000000.00000
1552023.03.10 13:30modify410.101.956451.960721.94742
1562023.03.10 13:30modify400.101.961421.960721.94742
1572023.03.10 13:40sell420.101.954410.000000.00000
1582023.03.10 13:40modify420.101.954411.957221.94742
1592023.03.10 13:40modify410.101.956451.957221.94742
1602023.03.10 13:40modify400.101.961421.957221.94742
1612023.03.10 14:00s/l400.101.957221.957221.9474225.7810897.92
1622023.03.10 14:00s/l410.101.957221.957221.94742-4.7310893.19
1632023.03.10 14:00s/l420.101.957221.957221.94742-17.2510875.94
1642023.04.13 16:00buy430.101.987440.000000.00000
1652023.04.13 16:00modify430.101.987441.974442.00144
1662023.04.14 15:30t/p430.102.001441.974442.0014485.1810961.12
1672023.05.02 12:00buy440.102.008650.000000.00000
1682023.05.02 12:00modify440.102.008651.995652.02265
1692023.05.03 15:40buy450.102.013680.000000.00000
1702023.05.03 15:40modify450.102.013682.009352.02265
1712023.05.03 15:40modify440.102.008652.009352.02265
1722023.05.03 22:10buy460.102.019220.000000.00000
1732023.05.03 22:10modify460.102.019222.013552.02265
1742023.05.03 22:10modify450.102.013682.013552.02265
1752023.05.03 22:10modify440.102.008652.013552.02265
1762023.05.03 22:30t/p440.102.022652.013552.0226585.1811046.30
1772023.05.03 22:30t/p450.102.022652.013552.0226554.8111101.11
1782023.05.03 22:30t/p460.102.022652.013552.0226520.9611122.07
1792023.05.12 08:00sell470.102.004090.000000.00000
1802023.05.12 08:00modify470.102.004092.017091.99009
1812023.05.17 06:10sell480.101.999000.000000.00000
1822023.05.17 06:10modify480.101.999002.003391.99009
1832023.05.17 06:10modify470.102.004092.003391.99009
1842023.05.17 07:10sell490.101.996790.000000.00000
1852023.05.17 07:10modify490.101.996791.999891.99009
1862023.05.17 07:10modify480.101.999001.999891.99009
1872023.05.17 07:10modify470.102.004091.999891.99009
1882023.05.17 11:05t/p470.101.990091.999891.9900986.0411208.11
1892023.05.17 11:05t/p480.101.990091.999891.9900954.6911262.80
1902023.05.17 11:05t/p490.101.990091.999891.9900941.1311303.93